For me it was Final Fantasy Adventure -https://en.m.wikipedia.org/wiki/Final_Fantasy_Adventure. It's actually not a part of the Final Fantasy franchise we know today but later became known as The Legend of Mana series.
I first got this game as a bundle with my old GameBoy when I was like 4 or 5. At first and for a few years the concepts of it were foreign to me and beyond my understanding. But I kept going back to it. Something about being this guy who's trying to save this girl in a world with these monsters kept calling me back. As I managed to learn and get better (and not die) I started to discover the games lore and story archs. And then there were puzzles that I would spend at times hours on, one halted me for a few years because the only hint was vague and the solution could be in was fairly large. But when I solved them I felt so accomplished.
I last played it in high school and lost it along with my old GameBoy at some point in those hectic years. I've never finished it but hope to get the remaster of it on a 3ds soon and complete my adventure.